Faculty Research Profile
Hope Hyeun Han
학력
Ph.D. 2019, Finance, Florida State University
Minor: Econometrics
M.S. 2013, Statistics, University of Illinois at Urbana-Champaign
B.S. 2011, Korea University
First major: Computer and Communication Engineering
Second major: Financial Engineering
주요 경력
Assistant Professor of Finance, School of Business Administration, UNIST, Korea
(現) 울산과학기술원 경영과학부 (UNIST)
(現) 한국은행 울산본부 자문교수
(現) 울주군 출자.출연기관 운영심의위원회 자문위원
(前) 울산광역시 물류단지 실수요검증위원회 자문위원
수상/학회/외부활동
- Memberships
American Economic Association; American Finance Association; Financial Management Association; Korea-America Finance Association;
한국재무학회; 한국파생상품학회; 한국증권학회
- Associate Editor
(現) 선물연구 편집위원 (Journal of Derivatives and Quantitative Studies) 2026
(前) 한국증권학회지 편집위원 (Korean Journal of Financial Studies) 2020-2022
- Academic Service
(現) 한국증권학회 이사 2026
(現) 한국재무학회 이사 2026
(現) 한국파생상품학회 이사 2025-2026
(前) 한국파생상품학회 총무이사 2024
- Conference Committee, Session Chair, Moderator at Symposium
Operating Committee, Asia-Pacific Association of Derivatives (APAD) 2022–2026
Review Committee, Asia-Pacific Association of Derivatives (APAD) 2026
Review Committee, Asian Finance Association (Asian FA) 2026
Program Committee, Conference on Asia-Pacific Financial Markets (CAFM) 2019, 2024, 2025
Session Chair, Financial Management Association (FMA) 2025
Moderator, Joint Policy Forum on ETF Market in Korea, 한국파생상품학회 & 한국자본시장연구원 2024
Moderator, Policy Forum on ELS Sales in Korea, 한국파생상품학회 2024
Moderator, Guest Lecture, Conference on Asia-Pacific Financial Markets (CAFM) 2021
행동재무학 연구실
Behavioral Finance Lab
재무학에 관심이 있다면 누구나 환영입니다. 행동재무학 연구실에서는 개인의 투자 행동, 기업 재무 활동, 투자 모델, 및 머신러닝을 활용한 감성분석 (텍스트 마이닝) 등을 연구합니다. 행동재무학이란, 사람들의 행동편향이 기업 및 개인의 의사결정에 어떠한 영향을 미치는지를 연구하는 학문입니다. 사람들은 주가가 오르면 (즉, 이익이 발생한다면) 해당 주식을 일찍 파는 경향이 있으며, 주가가 떨어지면 (즉, 손실이 발생한다면) 해당 주식을 팔지 않고 계속해서 가지고 있는 경향이 있습니다. 이러한 현상을 처분효과라고 하며, 이를 활용하여 금융시장 및 경제시장의 현황을 분석할 수 있습니다. 이 외에도 머신러닝과 감성분석을 활용하여 통화정책에 따른 금융 및 경제시장의 변화를 분석하는 연구도 진행하고 있습니다.
Anyone interested in Finance are welcome. Research interest includes studies on individuals' investment behaviors, corporate events in behavioral perspective, asset pricing models, and sentiment (textual) analysis using machine learning. Behavioral Finance is a field which examines how an individuals' behavioral biases influence corporate performance or investor's decision making process. For example, people have a tendency to sell stocks if prices increase (in other words, have gains), whereas hold on to stocks longer if prices decrease (in other words, have losses). This phenomenon is called the disposition effect and we can use this to explain the current financial or economic market movements. In addition, using machine learning and sentiment analysis, we are currently analyzing changes in financial and economic markets in response to monetary policies.
Anyone interested in Finance are welcome. Research interest includes studies on individuals' investment behaviors, corporate events in behavioral perspective, asset pricing models, and sentiment (textual) analysis using machine learning. Behavioral Finance is a field which examines how an individuals' behavioral biases influence corporate performance or investor's decision making process. For example, people have a tendency to sell stocks if prices increase (in other words, have gains), whereas hold on to stocks longer if prices decrease (in other words, have losses). This phenomenon is called the disposition effect and we use this to explain the current financial or economic market movements. In addition, using machine learning and sentiment analysis, we are currently analyzing changes in financial and economic markets in response to monetary policies.
연구분야
행동재무학, 투자론, 기업재무활동을 행동편향적인 측면에서 해석, 텍스트마이닝을 활용한 감성분석 / Behavioral Asset Pricing, Investment, Corporate events with behavioral perspective
Behavioral Asset Pricing, Investment, Corporate events with behavioral perspective
연구주제
행동재무학 / 투자론 / 기업재무 / 금융경제학 / 행동편향 / 감성분석 / 머신러닝
Behavioral Asset Pricing / Investment / Corporate Finance / Financial Economics / Behavioral Bias / Sentiment (Textual) Analysis / Machine Learning
Behavioral Asset Pricing / Investment / Corporate Finance / Financial Economics / Behavioral Bias / Sentiment (Textual) Analysis / Machine Learning
국가연구개발사업 기술 분류체계
국가과학기술표준분류
SC. 경제/경영 > SC02. 거시경제 > SC0204. 금융(화폐)경제
논문
*corresponding author
Bak, Y, Han, HH, Lee, S* (2026) “Relative Economic Policy Uncertainty and Outward Foreign Direct Investment”, Finance Research Letters 108, 110396.
Han, HH, Lee, J*, Wang, B (2023) “Greenhouse Gas Emissions, Firm Value, and the Investor Base: Evidence from Korea”, Emerging Markets Review 56, 101048.
Kim, JM*, Han, HH, Kim, S (2022) "Forecasting Crude Oil Prices with Major S&P 500 Stock Prices: Deep Learning, Gaussian Process, and Vine Copula", Axioms 11(8), 375.
Kim, JM, Jun, C, Han, HH* (2020) "Sustainable Causal Interpretation with Board Characteristics: Caveat Emptor", Sustainability 12(8), 3429.
특허
Software, “Carbon Neutrality Policy Analysis (CANPA)”, Patent #C-2022-045372 (Korea), 2022.11
단행본
In, J, Kim, YC, Kim, MC, Han, HH, Lee, S (2020) Reframing for New Insights and Opportunities. Hankyungsa, 213p. ISBN:978-89-68443-22-0.